Volatility and Efficient Frontier under Hidden Markovian Regime Switching Model
碩士 === 國立交通大學 === 統計學研究所 === 106 === Portfolio theory and market trend play important roles in economics. In this thesis, our research can be divided into two parts. First, we use the data about US S&P 500 index and the Weighted Price Index of the Taiwan Stock Exchange to predict the bear and bu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77qk4m |